A branching process approach to power markets

Ying Jiao (), Chunhua Ma, Simone Scotti () and Carlo Sgarra
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Ying Jiao: LSAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon

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Date: 2019-03
Note: View the original document on HAL open archive server: https://hal.science/hal-02954986v1
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Published in Energy Economics, 2019, 79, pp.144-156. ⟨10.1016/j.eneco.2018.03.002⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-02954986

DOI: 10.1016/j.eneco.2018.03.002

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